MATH 503: Probability

Note: If this course is being taught this semester, more information can be found at the course home page.

Cross Listed

(none)

Prerequisites

MATH 471, or permission of instructor.

This course is a prerequisite or co-requisite for

MATH 504

Description

A measure-theoretic course on probability.

Topics covered

Expectation, conditional expectation, types of convergence, characteristic functions, laws of large numbers, central limit theorem. Introduction to stochastic processes, if time allows.

MATH 504, MTH 471